Data Source: from January 2001 to August 2022
Consolidated Returns as of 31 Aug 2022
Category: Stocks
ETF: iShares MSCI Taiwan ETF (EWT)

In the last 20 Years, the iShares MSCI Taiwan ETF (EWT) ETF obtained a 7.88% compound annual return, with a 21.89% standard deviation.

In 2021, the ETF granted a 3.32% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Taiwan ETF (EWT) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Asia Pacific
  • Country: Taiwan

Historical Returns as of Aug 31, 2022

Historical returns and stats of iShares MSCI Taiwan ETF (EWT) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI TAIWAN ETF (EWT) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 2001 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-2.07
-2.03
-2.07
Aug 2022 - Aug 2022
0 - 1
3M
-11.97
-13.12
-11.97
Jun 2022 - Aug 2022
1 - 2
6M
-21.42
-24.72
-21.42
Mar 2022 - Aug 2022
2 - 4
YTD
-24.59
-29.01
-24.59
Jan 2022 - Aug 2022
2 - 6
1Y
-20.55
-26.61
16.67
-24.59
Jan 2022 - Aug 2022
5 - 7
42% pos
3Y(*)
15.60
10.19
20.19
-24.59
Jan 2022 - Aug 2022
23 - 13
64% pos
5Y(*)
8.83
4.82
18.73
-24.59
Jan 2022 - Aug 2022
36 - 24
60% pos
10Y(*)
9.71
6.99
16.36
-24.59
Jan 2022 - Aug 2022
73 - 47
61% pos
15Y(*)
6.05
3.58
22.25
-58.22
Nov 2007 - Jan 2009
101 - 79
56% pos
20Y(*)
7.88
5.24
21.89
-58.22
Nov 2007 - Jan 2009
135 - 105
56% pos
MAX(*)
01 Jan 2001
6.35
3.77
23.67
-58.22
Nov 2007 - Jan 2009
144 - 116
55% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54%

Correlations as of Aug 31, 2022

Monthly correlations of iShares MSCI Taiwan ETF (EWT) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES MSCI TAIWAN ETF (EWT) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs EWT
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2001
US Total Stock Market
VTI
0.73
0.73
0.67
0.69
US Large Cap
SPY
0.75
0.72
0.67
0.67
US Small Cap
IJR
0.75
0.71
0.61
0.67
US REITs
VNQ
0.57
0.57
0.50
0.52
US Technology
QQQ
0.67
0.68
0.65
0.65
Preferred Stocks
PFF
0.73
0.62
0.54
0.46
EAFE Stocks
EFA
0.76
0.73
0.69
0.70
World All Countries
VT
0.77
0.77
0.74
0.74
Emerging Markets
EEM
0.75
0.83
0.83
0.81
Europe
VGK
0.75
0.73
0.66
0.69
Pacific
VPL
0.73
0.74
0.72
0.65
Latin America
FLLA
0.59
0.55
0.59
0.67
US Total Bond Market
BND
0.67
0.38
0.34
0.04
Long Term Treasuries
TLT
0.55
0.01
0.05
-0.18
US Cash
BIL
-0.23
-0.24
-0.15
-0.11
TIPS
TIP
0.63
0.42
0.40
0.12
Investment Grade Bonds
LQD
0.72
0.56
0.49
0.22
High Yield Bonds
HYG
0.75
0.69
0.65
0.57
International Bond Market
BNDX
0.55
0.33
0.30
0.12
Emerging Market Bonds
EMB
0.80
0.64
0.62
0.48
Gold
GLD
0.28
0.19
0.20
0.14
Commodities
DBC
0.11
0.45
0.39
0.37

Capital Growth as of Aug 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI Taiwan ETF (EWT) ETF: Dividend Yield page.

An investment of 1000$, since September 2002, now would be worth 4554.37$, with a total return of 355.44% (7.88% annualized).

The Inflation Adjusted Capital now would be 2778.72$, with a net total return of 177.87% (5.24% annualized).
An investment of 1000$, since January 2001, now would be worth 3794.41$, with a total return of 279.44% (6.35% annualized).

The Inflation Adjusted Capital now would be 2229.21$, with a net total return of 122.92% (3.77% annualized).

Drawdowns

Worst drawdowns since September 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-58.22% Nov 2007 Jan 2009 15 Apr 2011 27 42
-26.19% May 2011 Sep 2011 5 May 2014 32 37
-24.59% Jan 2022 Aug 2022 8 in progress 8
-22.68% May 2015 Jan 2016 9 Jan 2017 12 21
-22.47% Mar 2004 Jul 2004 5 Dec 2005 17 22
-19.84% Jan 2020 Mar 2020 3 Jul 2020 4 7
-15.59% Feb 2018 Dec 2018 11 Oct 2019 10 21
-15.15% Feb 2003 Apr 2003 3 Jun 2003 2 5
-13.07% Sep 2002 Sep 2002 1 Jan 2003 4 5
-11.34% May 2006 Jul 2006 3 Nov 2006 4 7
-7.51% Sep 2014 Sep 2014 1 Apr 2015 7 8
-6.23% Feb 2006 Feb 2006 1 Apr 2006 2 3
-4.89% Nov 2003 Nov 2003 1 Jan 2004 2 3
-4.82% Jan 2007 Apr 2007 4 May 2007 1 5
-4.54% Sep 2021 Sep 2021 1 Dec 2021 3 4
-3.68% Sep 2017 Sep 2017 1 Oct 2017 1 2
-3.38% May 2021 May 2021 1 Aug 2021 3 4
-2.62% Nov 2017 Nov 2017 1 Jan 2018 2 3
-1.91% Aug 2007 Aug 2007 1 Sep 2007 1 2
-1.46% Aug 2020 Aug 2020 1 Sep 2020 1 2

Worst drawdowns since January 2001.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-58.22% Nov 2007 Jan 2009 15 Apr 2011 27 42
-45.68% Feb 2001 Sep 2001 8 Jan 2006 52 60
-26.19% May 2011 Sep 2011 5 May 2014 32 37
-24.59% Jan 2022 Aug 2022 8 in progress 8
-22.68% May 2015 Jan 2016 9 Jan 2017 12 21
-19.84% Jan 2020 Mar 2020 3 Jul 2020 4 7
-15.59% Feb 2018 Dec 2018 11 Oct 2019 10 21
-11.34% May 2006 Jul 2006 3 Nov 2006 4 7
-7.51% Sep 2014 Sep 2014 1 Apr 2015 7 8
-6.23% Feb 2006 Feb 2006 1 Apr 2006 2 3
-4.82% Jan 2007 Apr 2007 4 May 2007 1 5
-4.54% Sep 2021 Sep 2021 1 Dec 2021 3 4
-3.68% Sep 2017 Sep 2017 1 Oct 2017 1 2
-3.38% May 2021 May 2021 1 Aug 2021 3 4
-2.62% Nov 2017 Nov 2017 1 Jan 2018 2 3
-1.91% Aug 2007 Aug 2007 1 Sep 2007 1 2
-1.46% Aug 2020 Aug 2020 1 Sep 2020 1 2
-0.32% Jul 2014 Jul 2014 1 Aug 2014 1 2

Rolling Returns ( more details)

iShares MSCI Taiwan ETF (EWT) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.29 85.31
Apr 2020 - Mar 2021
-52.06
Mar 2008 - Feb 2009
30.52%
2 Years
8.86 53.94
Feb 2009 - Jan 2011
-26.98
Feb 2007 - Jan 2009
22.78%
3 Years
8.00 31.25
Jan 2019 - Dec 2021
-16.87
Feb 2006 - Jan 2009
13.33%
5 Years
7.33 22.90
May 2016 - Apr 2021
-8.98
Mar 2004 - Feb 2009
8.96%
7 Years
6.55 14.94
Jan 2015 - Dec 2021
-5.05
Feb 2002 - Jan 2009
2.82%
10 Years
6.66 13.74
Jan 2012 - Dec 2021
2.07
Feb 2006 - Jan 2016
0.00%
15 Years
6.63 9.60
Sep 2006 - Aug 2021
1.72
Feb 2001 - Jan 2016
0.00%
20 Years
7.91 10.04
Oct 2001 - Sep 2021
6.13
Feb 2001 - Jan 2021
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI Taiwan ETF (EWT) ETF: Rolling Returns page.

Seasonality

iShares MSCI Taiwan ETF (EWT) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.65
50%
0.25
50%
1.30
64%
1.71
55%
-0.41
50%
-0.43
50%
0.50
55%
-0.23
45%
-1.44
48%
1.40
71%
1.26
62%
3.48
67%
Best
Year
23.7
2001
12.7
2008
18.3
2009
26.6
2009
12.4
2003
9.6
2007
14.3
2003
8.9
2003
13.7
2009
10.3
2001
13.3
2001
21.5
2001
Worst
Year
-10.3
2009
-9.7
2003
-11.9
2020
-9.0
2022
-10.6
2010
-12.9
2008
-16.5
2001
-9.4
2011
-20.0
2001
-18.4
2008
-12.3
2007
-6.2
2002
Statistics calculated for the period Jan 2001 - Aug 2022

Monthly/Yearly Returns

iShares MSCI Taiwan ETF (EWT) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
144 Positive Months (55%) - 116 Negative Months (45%)
Jan 2001 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-24.59 -29.01 -2.6 -1.5 -3.9 -9.0 2.1 -11.6 1.7 -2.1
2021
+28.94 +20.47 4.3 5.6 2.6 7.6 -3.4 2.5 -0.6 2.2 -4.5 1.6 2.6 5.8
2020
+31.50 +29.74 -7.7 -1.4 -11.9 12.3 0.4 8.2 10.9 -1.5 2.2 0.6 9.5 9.4
2019
+33.33 +30.35 5.3 -0.3 4.2 3.6 -7.7 5.7 0.9 -1.0 4.2 6.8 1.6 6.9
2018
-9.92 -11.61 6.7 -5.2 4.6 -5.3 0.9 -1.7 5.0 0.3 -0.6 -12.1 0.5 -2.1
2017
+26.85 +24.23 7.3 2.8 2.6 1.6 1.8 4.0 2.3 2.4 -3.7 5.5 -2.6 0.4
2016
+17.72 +15.33 -3.4 4.1 7.9 -5.8 2.1 5.3 7.0 0.0 4.5 0.4 -2.5 -2.2
2015
-12.87 -13.51 0.8 5.1 -1.6 4.4 -0.6 -3.4 -6.8 -9.2 -1.5 5.6 -2.7 -2.7
2014
+6.86 +6.06 -5.9 3.6 2.3 1.7 3.2 4.6 -0.3 4.8 -7.5 2.9 0.6 -2.5
2013
+7.85 +6.25 -1.6 0.9 -1.3 4.9 -2.6 -2.5 2.5 -1.1 3.3 4.3 -1.0 2.1
2012
+18.65 +16.62 8.9 6.7 -1.4 -4.5 -5.8 1.3 -0.5 4.0 5.7 -5.8 7.5 2.5
2011
-21.87 -24.12 -0.3 -5.3 0.8 7.7 -1.5 -3.7 -0.1 -9.4 -14.0 9.7 -4.6 -1.2
2010
+22.76 +20.95 -6.9 -2.5 6.6 1.3 -10.6 -1.4 10.8 -2.2 11.6 2.6 1.4 13.0
2009
+73.75 +69.14 -10.3 0.1 18.3 26.6 10.3 -10.5 12.3 -4.3 13.7 -5.8 5.3 7.8
2008
-45.23 -45.28 -8.9 12.7 2.7 4.5 -2.0 -12.9 -7.0 -0.8 -17.1 -18.4 -11.7 5.8
2007
+6.34 +2.17 -2.0 -2.0 0.1 -0.9 5.7 9.6 1.6 -1.9 5.4 8.0 -12.3 -3.1
2006
+18.74 +15.80 8.0 -6.2 0.7 8.7 -7.0 -0.4 -4.3 1.9 2.4 3.4 9.7 2.1
2005
+4.62 +1.16 -2.3 5.6 -6.9 -1.8 4.2 2.1 1.2 -4.1 -0.3 -5.6 7.3 6.3
2004
+8.04 +4.63 8.7 3.4 -3.6 -8.3 0.6 -3.7 -9.4 8.6 0.6 -0.1 5.3 7.8
2003
+38.18 +35.63 9.3 -9.7 -3.2 -3.0 12.4 5.2 14.3 8.9 -1.3 6.0 -4.9 1.6
2002
-24.40 -26.15 5.3 -2.9 8.6 -2.4 -4.1 -7.4 -14.0 -1.3 -13.1 9.3 3.9 -6.2
2001
+2.06 +0.50 23.7 -8.2 0.2 -6.4 -7.6 1.3 -16.5 0.8 -20.0 10.3 13.3 21.5
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